Support Board
Date/Time: Sun, 24 Nov 2024 12:20:36 +0000
Post From: US Equities Consolidated Tape *Combined* with NASDAQ TotalView Market Depth
| [2023-08-31 13:49:17] |
| $tack - Posts: 87 |
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I have asked this question a couple times with no response in this thread and elsewhere. Since Sierra seems to support market depth in Interactive Brokers, would it be possible to use that to cummulatively see the size across all those venues in market depth on a combined DOM? If not and we have our access to this data, can something be built with DTC? Thanks |